Native credit risk calculations, statistical
estimation, calibration, validation and cash flow simulation using local
structured data. Methods cover consumer and business lending with
explicit modelling assumptions, diagnostics and reproducible reference data.
| Version: |
0.1.0 |
| Depends: |
R (≥ 4.1.2) |
| Imports: |
stats, utils, jsonlite, digest, lpSolve, Matrix, survival, glmnet, MASS, e1071, brglm2, splines, xgboost, copula, mvtnorm, vars, urca, KFAS |
| Suggests: |
testthat, knitr, rmarkdown |
| Published: |
2026-10-28 |
| DOI: |
10.32614/CRAN.package.creditratingsystem (may not be active yet) |
| Author: |
RiskDataScience GmbH [aut, cph],
Dimitrios Geromichalos [cre] (Dr.) |
| Maintainer: |
Dimitrios Geromichalos <riskdatascience at web.de> |
| License: |
AGPL-3 |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
creditratingsystem results [issues need fixing before 2026-11-18] |